Hey Ahksar,
My guess is that IE is no longer sending the cookies. If you're storing the login information via session or client variables, just pass the cfid/cftoken pair in any link or form posting and it should work.
In application.cfm:
<cfset cfidStr="cfid=#cfid#&cftoken=#cftoken#">
In any other file:
<cfoutput>
<a href="MyPage.cfm?#cfidStr#">Link 1</a>
<form method="post" action="Login.cfm?#cfidStr#">...</form>
</cfoutput>
The important thing to remember is that the cfid/token must be passed as url variables so forms can't pass them as hidden variables, they must be passed in the action attribute.
If this isn't the problem, just let me know,
GJ